Dimensional Fund Advisors Portfolio holdings
Dimensional Fund Advisors (DFA), founded in 1981 by David Booth and Rex Sinquefield and headquartered in Austin, Texas, is an investment management firm renowned for its evidence-based, low-cost approach to investing, grounded in academic research from Nobel laureates like Eugene Fama and Kenneth French. Managing hundreds of billions in assets, DFA focuses on systematic, passive strategies that tilt toward factors like small-cap, value, and profitability stocks, primarily through mutual funds and institutional portfolios rather than retail brokerage services. The firm’s philosophy eschews market timing and stock picking, instead emphasizing diversification and efficient market exposure, often requiring investors to access its funds through approved financial advisors. With a global presence and a reputation for disciplined, data-driven investing, DFA has carved a unique niche in the industry, blending academic rigor with practical application.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Truist Financial
TFC
|
+$224M |
| 2 |
PARA
Paramount Global Class B
PARA
|
+$123M |
| 3 |
Bristol-Myers Squibb
BMY
|
+$117M |
| 4 |
Bank of America
BAC
|
+$78.7M |
| 5 |
Valley National Bancorp
VLY
|
+$61.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$411M |
| 2 |
STI
SunTrust Banks, Inc.
STI
|
+$228M |
| 3 |
CELG
Celgene Corp
CELG
|
+$198M |
| 4 |
Walmart Inc
WMT
|
+$177M |
| 5 |
GWR
Genesee & Wyoming Inc.
GWR
|
+$172M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 19.31% |
| 2 | Technology | 14.29% |
| 3 | Industrials | 13.48% |
| 4 | Consumer Discretionary | 10.65% |
| 5 | Healthcare | 10.25% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2376
MongoDB
MDB
$30.3B
| $9.34M | ﹤0.01% |
70,970
+4,704
| +7% | +$618K |
|
|
SNR
2377
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
| $9.31M | ﹤0.01% |
1,217,016
+8,094
| +0.7% | +$60K |
|
|
CWBC
2378
Community West Bancshares
CWBC
$704M
| $9.3M | ﹤0.01% |
429,148
+22,720
| +6% | +$475K |
|
2379
BCB Bancorp
BCBP
$149M
| $9.25M | ﹤0.01% |
670,771
+27,746
| +4% | +$368K |
|
2380
Citizens
CIA
$179M
| $9.21M | ﹤0.01% |
1,364,136
-6,576
| -0.5% | -$45.2K |
|
2381
GDS Holdings
GDS
$6.09B
| $9.19M | ﹤0.01% |
178,153
+135,500
| +318% | +$6.07M |
|
2382
Blue Bird Corp
BLBD
$1.95B
| $9.16M | ﹤0.01% |
399,562
-2,242
| -0.6% | -$44.8K |
|
2383
Banco Bilbao Vizcaya Argentaria
BBVA
$155B
| $9.14M | ﹤0.01% |
1,638,351
+619,699
| +61% | +$3.3M |
|
|
TLRA
2384
DELISTED
Telaria, Inc.
TLRA
| $9.13M | ﹤0.01% |
1,036,970
-3,009
| -0.3% | -$23.5K |
|
2385
NLI Holdings
NL
$340M
| $9.11M | ﹤0.01% |
2,330,136
-17,818
| -0.8% | -$73K |
|
|
PFNX
2386
DELISTED
Pfenex Inc.
PFNX
| $9.11M | ﹤0.01% |
829,710
-11,331
| -1% | -$113K |
|
2387
Genie Energy
GNE
$423M
| $9.09M | ﹤0.01% |
1,175,828
+4,915
| +0.4% | +$38.5K |
|
2388
Denali Therapeutics
DNLI
$3.21B
| $9.09M | ﹤0.01% |
521,666
+123,343
| +31% | +$2.05M |
|
2389
Lifetime Brands
LCUT
$190M
| $9.07M | ﹤0.01% |
1,304,463
-15,962
| -1% | -$115K |
|
2390
Shore Bancshares
SHBI
$775M
| $9.06M | ﹤0.01% |
522,022
+15,228
| +3% | +$249K |
|
2391
Arrowhead Research
ARWR
$9.29B
| $8.99M | ﹤0.01% |
141,697
+99,687
| +237% | +$4.95M |
|
|
BITA
2392
DELISTED
Bitauto Holdings Limited
BITA
| $8.97M | ﹤0.01% |
604,450
+80,345
| +15% | +$1.21M |
|
|
SEAC
2393
DELISTED
Seachange International Inc
SEAC
| $8.82M | ﹤0.01% |
105,242
-1,162
| -1% | -$78.9K |
|
2394
Liberty Global Class C
LBTYK
$3.42B
| $8.81M | ﹤0.01% |
404,294
| – | – |
|
|
AVLR
2395
DELISTED
Avalara, Inc.
AVLR
| $8.8M | ﹤0.01% |
120,185
+24,882
| +26% | +$1.81M |
|
|
CIO
2396
DELISTED
City Office REIT
CIO
| $8.78M | ﹤0.01% |
649,539
+119,296
| +22% | +$1.59M |
|
|
HMTV
2397
DELISTED
Hemisphere Media Group, Inc.
HMTV
| $8.76M | ﹤0.01% |
590,039
+331
| +0.1% | +$4.32K |
|
|
LL
2398
DELISTED
LL Flooring Holdings, Inc.
LL
| $8.76M | ﹤0.01% |
896,470
-38,788
| -4% | -$363K |
|
2399
Gencor Industries
GENC
$251M
| $8.72M | ﹤0.01% |
747,340
-10,220
| -1% | -$123K |
|
2400
Assembly Biosciences
ASMB
$519M
| $8.71M | ﹤0.01% |
35,475
+6,460
| +22% | +$1.19M |
|
Similar funds
Dimensional Fund Advisors's Q4 2019 Portfolio in Review
As of Q4 2019, Dimensional Fund Advisors held 3,465 positions worth $274B, up 6.6% from $257B the previous quarter. Its ten largest holdings account for 11% of the portfolio.
Trading was light in Q4 2019: portfolio turnover was 3.8%. Dimensional Fund Advisors opened 48 new positions and exited 85, leaving the 3,465-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 19% of assets, up from 19% a quarter earlier, followed by Technology and Industrials.
- Dimensional Fund Advisors's largest Q4 2019 buy was Envista: 1,368,881 shares worth $40.6M.
- Dimensional Fund Advisors added most to Truist Financial in Q4 2019, an estimated $224M increase.
- Dimensional Fund Advisors's biggest Q4 2019 reduction was Apple, cutting an estimated $411M.
- Dimensional Fund Advisors fully exited SunTrust Banks, Inc. in Q4 2019, selling an estimated $228M.
- Dimensional Fund Advisors's ten largest holdings make up 11% of its $274B portfolio in Q4 2019.
- Dimensional Fund Advisors opened 48 new positions and closed 85 in Q4 2019.
- Dimensional Fund Advisors's portfolio value rose 6.6% quarter-over-quarter to $274B.
Based on Dimensional Fund Advisors's 13F filing for Q4 2019, filed 14 Feb 2020.